mini-sized Dow ($5) Future March 2011


Trading Metrics calculated at close of trading on 12-Nov-2010
Day Change Summary
Previous Current
11-Nov-2010 12-Nov-2010 Change Change % Previous Week
Open 11,189 11,120 -69 -0.6% 11,310
High 11,234 11,172 -62 -0.6% 11,334
Low 11,129 11,042 -87 -0.8% 11,042
Close 11,174 11,083 -91 -0.8% 11,083
Range 105 130 25 23.8% 292
ATR 122 122 1 0.6% 0
Volume 24 68 44 183.3% 246
Daily Pivots for day following 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 11,489 11,416 11,155
R3 11,359 11,286 11,119
R2 11,229 11,229 11,107
R1 11,156 11,156 11,095 11,128
PP 11,099 11,099 11,099 11,085
S1 11,026 11,026 11,071 10,998
S2 10,969 10,969 11,059
S3 10,839 10,896 11,047
S4 10,709 10,766 11,012
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 12,029 11,848 11,244
R3 11,737 11,556 11,163
R2 11,445 11,445 11,137
R1 11,264 11,264 11,110 11,209
PP 11,153 11,153 11,153 11,125
S1 10,972 10,972 11,056 10,917
S2 10,861 10,861 11,030
S3 10,569 10,680 11,003
S4 10,277 10,388 10,923
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,334 11,042 292 2.6% 108 1.0% 14% False True 49
10 11,352 10,944 408 3.7% 124 1.1% 34% False False 52
20 11,352 10,794 558 5.0% 127 1.1% 52% False False 65
40 11,352 10,476 876 7.9% 129 1.2% 69% False False 61
60 11,352 9,790 1,562 14.1% 109 1.0% 83% False False 42
80 11,352 9,790 1,562 14.1% 84 0.8% 83% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 11,725
2.618 11,512
1.618 11,382
1.000 11,302
0.618 11,252
HIGH 11,172
0.618 11,122
0.500 11,107
0.382 11,092
LOW 11,042
0.618 10,962
1.000 10,912
1.618 10,832
2.618 10,702
4.250 10,490
Fisher Pivots for day following 12-Nov-2010
Pivot 1 day 3 day
R1 11,107 11,155
PP 11,099 11,131
S1 11,091 11,107

These figures are updated between 7pm and 10pm EST after a trading day.

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